An analysis of the performance of hybrid models in the assessment of default risk within BASEL II and BasEL III context
Year of publication: |
September 2018
|
---|---|
Authors: | Zouari, Sami ; Bellalah, Mondher |
Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 32.2018, 3, p. 887-902
|
Subject: | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Theorie | Theory |
-
Loan interest rates under risk-based capital requirements : the impact of banking market structure
Drumond, Inês, (2013)
-
Regulation and contagion of banks
Lengwiler, Yvan, (2015)
-
The impact of credit risk assessment on credit activity of commercial banks
Ljubić, Marijana, (2015)
- More ...
-
The performance of hybrid models in the assessment of default risk
Zouari, Sami, (2011)
-
The performance of hybrid models in the assessment of default risk
Bellalah, Mondher, (2016)
-
Krafft, Caroline, (2019)
- More ...